1. Introduction
Compounding of several discrete and lifetime distributions is a common strategy for producing new distributions in lifetime modelling. Via compounding the generalized exponential and exponential distributions, Popović et al. [
1] introduced a new two-parameter lifetime model, called the generalized exponential distribution. They also derived various mathematical and reliability properties of this model.
Henceforth, due to the fact that several extended exponential models have been proposed in the literature, we will call this model PRC, which is an abbreviation of its authors’ names. Suppose
Y, a random variable of lifetime of a test item(s), follows
, where
. Then, the probability density function (PDF)
and cumulative distribution function (CDF)
of
Y, are given by
and
respectively. Usually, a reliability practitioner uses two reliability time indices, namely: reliability function (RF)
and hazard rate function (HRF)
, from any lifespan model as key aspects for assessing capability.
Thus, besides
and
, we investigate both
and
of the PRC model as unknown time parameters, for
, are given by
and
respectively.
Figure 1 depicts the PDF and HRF shapes of the
distribution based on several options of its parameters. It exhibits that the density (
1) function has a unimodal, decreasing, or increasing shape, while the failure rate (
4) function has a bathtub-shaped or decreasing shape.
From (
1), Popović et al. [
1] showed also that the PRC distribution could be investigated as a new extended model of five widely known distributions in the literature, namely: log-logistic, generalized Pareto, Pareto, Burr and exponential models. Taking
, the PRC model can be easily linked to:
Exponential distribution with scale parameter one if setting .
Log-logistic distribution with shape parameter and scale parameter if setting .
Burr distribution with shape parameters if setting .
Pareto distribution with shape parameter if setting .
Generalized Pareto distribution without location parameter, shape parameter and scale parameter if setting .
In the reliability sector, as a result of time constraints or a lack of money, life-testing investigations typically conclude before all of the items fail. The observations resulting from these circumstances are known as the censored sample.
The adaptive progressive hybrid Type-II (AT2-PH) censored method, proposed by Ng et al. [
2], has received a lot of attention from numerous authors since it allows for the construction of quite effective statistical analyses. According to this mechanism, on a test at time zero,
n independent experimental items units are considered. The threshold point
, the progressive censoring design
, and the number of failures
are predetermined. Specifically, the fixed values of some of progressive stages
for
may be reassigned consequently during the experiment. It should be mentioned here that
T is an ideal full test time due to the fact that it allows the testing to pass the preassigned time
T. At the moment of the first failure (say
) recorded,
surviving items are randomly selected and extracted from the staying
items. Again, at the moment of the second failure
recorded,
items of the staying
items are randomly selected and withdrawn out of the test and so on. If
, the test proceeds using the same
and stops at
. This situation is similar to the same traditional Type-II progressive (T2-P) censored strategy. Otherwise, if
such as
, we reset the removal scenario by setting
for
, where
d is the number of failed items recorded before time
T. Then, the test ends at
mth failure occur and all staying surviving subjects, i.e.,
are removed. However, let
be an AT2-PH censored sample from a continuous population, with PDF
and CDF
, hence, the joint PDF for the AT2-PH failure times of size
m can be expressed as
where
is a constant. The most significant benefit of this technique is that it allows us to obtain the effective number of failures
m while also ensuring that the overall test duration does not deviate too much from the pre-specified period
T. Various investigations based on AT2-PH have been conducted; readers can refer for example to Nassar et al. [
3], Panahi and Moradi [
4], Elshahhat and Nassar [
5], Panahi and Asadi [
6], Alotaibi et al. [
7], Alotaibi et al. [
8], Ateya et al. [
9] and references cited therein.
The originality of this work stems from the fact that, in the presence of incomplete sampling, it is the first time since the PRC distribution’s establishment that two maximum likelihood and Bayesian methods for its parameters of life have been compared. The impetus for this work stems from the relevance of the suggested censoring mechanism in boosting the efficacy of statistical inference when compared to Type-I (time) and Type-II (failure) censoring mechanisms. However, we are motivated to perform this work for two reasons: (i) the HRF of the PRC distribution exhibits a bathtub-shaped or decreasing shape, which is a preferable occurrence in many practical domains; (ii) the usefulness of AT2-PH censoring plan is that it provides flexibility in terminating experiments at a predetermined time and lowering total test length while retaining the desirable qualities of progressive design in practical reliability investigations. As far as we know, there is no treatment of inferred aspects of the RRC distribution, especially in reliability practice. The goal of this work, using AT2-PH censoring plan, is to address this gap by proving that the PRC lifespan model may be employed as a survival model. Thus, the present study has five objectives, which can be viewed as:
The issue of estimating the model parameters () as well as the reliability indices (,) of the PRC distribution using maximum likelihood and Bayes estimation techniques from adaptive progressively hybrid Type-II censoring is addressed.
Via independent gamma conjugate density priors, the Bayes estimates against the squared-error loss (SEL) of , , and are evaluated through the Monte Carlo Markov-chain (MCMC) techniques.
Approximate confidence interval (ACI) and highest posterior density (HPD) interval estimates of , , and are also obtained.
As anticipated, the analytical solutions of
or
developed by the proposed estimation approaches cannot be represented in closed expressions, so in
programming software, ‘
’ (by Henningsen and Toomet [
10]) and ‘
’ (by Plummer et al. [
11]) packages are recommended to evaluate the offered estimates.
Determine the most efficient progressively designed solution that delivers a substantial amount of information on the model parameter(s) of interest, depending on four distinct optimality criteria.
Through a series of numerical comparisons, we assess the efficiency of the offered estimate in terms of root-mean-squared error, average relative absolute bias, average interval length and coverage probability simulated values.
Two real-world engineering-data-sets-based applications demonstrate the PRC distribution’s capacity to fit various data types and adapt the offered methodologies to actual practical circumstances.
The remaining sections of the paper are: Non-Bayesian and Bayesian estimations are provided in
Section 2 and
Section 3, respectively. In
Section 4, Monte Carlo outcomes are presented. Engineering applications are examined in
Section 5. In
Section 6, criteria for specifying the best progressive censoring are depicted. Lastly, the study concludes in
Section 7.
2. Likelihood Estimation
The likelihood estimation method is used to evaluate the parameters of a probability distribution by maximizing the likelihood (or log-likelihood) function in order to make the observed data most probable for the statistical model. In general, the Expectation-Maximization (EM) approach is used to discover the local maximum likelihood parameters of a statistical model when latent variables are present or data are missing or incomplete; see Zhang et al. [
12]. For brevity, the main advantages of the EM algorithm are: (i) it is guaranteed that the likelihood will increase on each iteration; (ii) the E-Step and M-Step are both easy for many problems; and (iii) the M-Step solution is often found in closed form. Unfortunately, the main drawbacks of the EM algorithm are: (i) its convergence is very slow; (ii) it achieves convergence to the local optima only; and (iii) it requires both forward and backward probabilities.
However, the likelihood methodology is considered in this section to provide the point ML and ACI estimates of
,
,
and
. Suppose
, is an AT2-PH censored sample taken from the PRC population whose PDF (
1) and CDF (
2) are given. Substituting (
1) and (
2) into (
5), where
is used, for instance, in place of
, the likelihood Function (
5) becomes
where
for
.
As a result, the natural logarithm of (
6), symbolized by
, is
Consequently the MLEs
of
, from (
7), can be derived directly by solution of the following normal formulas
and
where
and
.
It is obvious, from (
8) and (
9), that there are no closed-form expressions for the offered MLEs
or
. Given an AT2-PH censored sample, we recommend employing the Newton–Raphson technique by installing the ‘
’ package in
4.2.2 software (
Foundation for Statistical Computing, Vienna, Austria) to evaluate the acquired
and
.
Once the values of
and
obtained, via replacing
by
, we obtain the MLEs of
(
3) and
(
4), at a distinct
, respectively, as follows:
and
To build the
ACIs of
,
,
and
, the asymptotic behavior of each MLE is used. Following a large sample theory, the asymptotic distribution of the MLEs
is the normal distribution with mean
and 2 × 2 variance/covariance
matrix. Following Lawless [
13], using the observed Fisher information, we utilize
to estimate
as
where, in
Appendix A, the Fisher elements
for
of (
10) are reported.
Hence, the
ACIs of
and
can be obtained as follows:
respectively, where
is the
th percentile of standard normal distribution.
Additionally, to create the
ACIs of
and
, the variances
and
of the MLEs
and
of
and
, respectively, must be derived first. To achieve this aim, the delta technique, which is a generic strategy for estimating confidence intervals for any unknown parametric function, is considered. Following Greene [
14], we estimate
and
of
and
as
respectively, where
and
.
As a result, the respective ACIs of
and
at a confidence level
are obtained, respectively, by
6. Optimal Progressive Designs
In the area of reliability, the investigator can choose the best effective censoring technique from a set of all accessible progressive patterns in order to provide the most information on the parameter(s) under research as feasible; see for additional details Ng et al. [
28]. Depending on unit capacity, experimental facilities and budgetary restrictions, when
n,
m and
are predetermined, the ideal censoring design
is obtained. However, different criteria have been established in the literature, and several results on the optimal censoring fashions have also been suggested; see for example Pradhan and Kundu [
29]; Sen et al. [
30]; Ashour et al. [
31]; Elshahhat and Abu El Azm [
32] and references cited therein.
Table 11 lists several metrics to help us determine the best censoring strategy.
From
Table 11, it is clear that the proposed optimum
,
and
, criteria aim to minimize the determinant, trace and the variance of the logarithmic-ML estimate of the
th quantile of the estimated variance–covariance
matrix, while criterion
aims to maximize the observed Fisher information
matrix. Obviously, the best progressive pattern must correspond to the highest value of
and the lowest value of other criteria
for
.
Subsequently, from (
2), the logarithm of the quantile of the PRC lifetime distribution
is
Again, performing the delta method, the approximated variance (say
) of
is given by
where
6.1. Optimum for Industrial Devices
In this part, using the three created samples S[
i] for
, which are reported in
Table 3, we shall evaluate the optimum criteria in
Table 11 in turn to suggest the best progressive censoring plans from the industrial devices data. However, based on the acquired MLEs
and
obtained from industrial devices data, the optimum criteria
for
are evaluated; see
Table 12.
According to ; the progressive design used in S[3] is the optimum censoring than others.
According to ; the progressive design used in S[2] is the optimum censoring than others.
6.2. Optimum for Aircraft Windshield
In this part, based on the generated samples S[
i] for
reported from the aircraft windshield data, we shall suggest the optimal progressive censored plan. However, from
Table 8 and
Table 11, the optimum criteria are evaluated; see
Table 13.
Table 13 shows, according to all optimum criteria
, the progressive design used in sample S[3] is the best compared to others. Additionally,
Table 12 and
Table 13 support the same recommended censoring mechanisms as set out in
Section 4.
Ultimately, we found that the suggested infer techniques, which use both industrial devices and aircraft windshield data sets, give a good illustration of the unknown parameters along with the reliability properties of the PRC lifetime model when an adaptive progressive hybrid Type-II censored sample is created.
7. Concluding Remarks
A new two-parameter lifetime distribution called the PRC lifetime model obtained by compounding the generalized-exponential and exponential distributions, which allows a bathtub-shaped or decreasing failure rate shape, has been explored in the presence of incomplete data collected from an adaptive progressively hybrid Type-II censored mechanism. In this study, using the proposed censoring plan, we took into account both maximum likelihood (non-Bayesian) and Bayesian estimations of the parameter, reliability and hazard functions of the PRC distribution. The asymptotic confidence intervals of each unknown quantity using the asymptotic distribution of the frequentist estimates have been obtained. The Newton–Raphson technique, via ‘’ package, has been utilized in turn to evaluate the point and interval estimates developed by the likelihood method. Squared-error loss as well as independent gamma prior functions have been considered to create the Bayes estimates in addition to their HPD interval estimates. The Metropolis–Hastings approximation technique, via ‘’ package, has also been utilized to approximate the Bayes estimates and also to construct the associated HPD intervals. Four accuracy metrics in the proposed Monte Carlo simulation experiments, namely: root-mean-squared error, average absolute relative bias, average interval length and coverage probability, have been used to evaluate the effectiveness of the suggested estimation approaches. Using four optimality metrics, the optimum progressive censored designs have been proposed. Two applications using the lifetimes of industrial devices and the remaining service times of windshields have been analyzed to exemplify the offered methodologies. The main results of the applications examined demonstrate that the suggested PRC lifespan model may be employed as an appropriate model when compared to the other seven competing models. As a future study, it may be useful to extend the proposed estimation methodologies to accelerated tests, competing risks, or other censoring designs. We hope that the approaches provided in this paper will be valuable to statisticians, reliability practitioners, clinicians and anyone else who needs to perform this kind of life test.